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Asymptotic normality of series estimators for nonparametric and semiparametric regression models
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 2, pp. 307-345
Persistent link: https://www.econbiz.de/10001101894
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Heteroskedasticity and autocorrelation consistent covariance matrix estimation
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 3, pp. 817-858
Persistent link: https://www.econbiz.de/10001104908
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Power in econometric applications
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 5, pp. 1059-1090
Persistent link: https://www.econbiz.de/10001076168
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A conditional Kolmogorov test
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 5, pp. 1097-1128
Persistent link: https://www.econbiz.de/10001225120
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A stopping rule for the computation of generalized method of moments estimators
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 4, pp. 913-931
Persistent link: https://www.econbiz.de/10001221881
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A three-step method for choosing the number of bootstrap repetitions
Andrews, Donald W. K.; Buchinsky, Moshe - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 1, pp. 23-51
Persistent link: https://www.econbiz.de/10001449349
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Estimation when a parameter is on a boundary
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 6, pp. 1341-1383
Persistent link: https://www.econbiz.de/10001429212
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Consistent moment selection procedures for generalized method of moments estimation
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 3, pp. 543-564
Persistent link: https://www.econbiz.de/10001378219
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Testing when a parameter is on the boundary of the maintained hypothesis
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 683-734
Persistent link: https://www.econbiz.de/10001580794
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The large sample correspondence between classical hypothesis tests and Bayesian posterior odds tests
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 5, pp. 1207-1232
Persistent link: https://www.econbiz.de/10001169163